## Abstract This study attempts to apply the general equilibrium model of stock index futures with both stochastic market volatility and stochastic interest rates to the TAIFEX and the SGX Taiwan stock index futures data, and compares the predictive power of the cost of carry and the general equili
Forecasting volatility in the Singapore stock market
โ Scribed by Tse Yiu Kuen; Tung Siew Hoong
- Book ID
- 105292900
- Publisher
- Springer
- Year
- 1992
- Tongue
- English
- Weight
- 779 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0217-4561
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